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Updated: Jul 2, 2026

Measuring the Subjective Value of Risky and Ambiguous Options using Experimental Economics and Functional MRI Methods
13:04

Measuring the Subjective Value of Risky and Ambiguous Options using Experimental Economics and Functional MRI Methods

Published on: September 19, 2012

Path integral approach to closed-form option pricing formulas with applications to stochastic volatility and interest

D Lemmens1, M Wouters, J Tempere

  • 1TFVS, Universiteit Antwerpen, Universiteitsplein 1, 2610 Antwerpen, Belgium.

Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics
|September 4, 2008
PubMed

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